Japanese researchers in Ritsumeikan University have built small, rolling "soft robots" that pull themselves along by shifting their shape. The wheels are fabricated from a flexible plastic with spokes made from shape memory alloy, a common robotics material that shortens when heated from current flowing through it. From a New Scientist article:
"The rolling robots perform well on flat surfaces and can even scale 20-degree slopes. By flattening itself as much as possible and then pinging back to a circular shape - driven by the elasticity of the outer rim - a robot can leap 8 centimetres into the air. The engineers say that by combining three wheels in a mutually perpendicular arrangement, it should be possible to build a ball-shaped, steerable robot."